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Other Assets (Derivative Instruments) (Details) - USD ($) $ in Thousands | 3 Months Ended | 6 Months Ended |
--- | --- | --- | ---
Jun. 30, 2020 | Jun. 30, 2019 | Jun. 30, 2020 | Jun. 30, 2019 | Dec. 31, 2019
AOCI from derivative hedging instruments: |  |  |  |  |
Balance at beginning of period | $ (71,208) | $ (7,665) | $ (22,675) | $ 3,121 |
Net loss on Swaps | 0 | (19,706) | (50,126) | (30,151) |
Reclassification adjustment for losses/(gains) related to hedging instruments included in net income | 64,032 | (743) | 65,625 | (1,084) |
Balance at end of period | (7,176) | (28,114) | (7,176) | (28,114) |
Interest Rate Contract |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Assets pledged | 0 |  | 0 |  | $ 19,018
Swaps, at fair value |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 0 |  | $ 3,172,000
Weighted average fixed-pay rate | 0.00% |  | 0.00% |  | 2.24%
Weighted Average Variable Interest Rate | 0.00% |  | 0.00% |  | 1.81%
Interest (expense)/income attributable to Swaps | $ 0 | $ 692 | $ (3,359) | $ 1,883 |
Weighted average Swap rate paid | 0.00% | 2.35% | 2.06% | 2.33% |
Weighted average Swap rate received | 0.00% | 2.46% | 1.63% | 2.48% |
Swaps, at fair value | Over 3 months to 6 months |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 0 |  | $ 200,000
Weighted average fixed-pay rate | 0.00% |  | 0.00% |  | 2.05%
Weighted Average Variable Interest Rate | 0.00% |  | 0.00% |  | 1.70%
Swaps, at fair value | Over 6 months to 12 months |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 0 |  | $ 1,430,000
Weighted average fixed-pay rate | 0.00% |  | 0.00% |  | 2.30%
Weighted Average Variable Interest Rate | 0.00% |  | 0.00% |  | 1.77%
Swaps, at fair value | Over 12 months to 24 months |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 0 |  | $ 1,300,000
Weighted average fixed-pay rate | 0.00% |  | 0.00% |  | 2.11%
Weighted Average Variable Interest Rate | 0.00% |  | 0.00% |  | 1.86%
Swaps, at fair value | Over 24 months to 36 months |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 0 |  | $ 20,000
Weighted average fixed-pay rate | 0.00% |  | 0.00% |  | 1.38%
Weighted Average Variable Interest Rate | 0.00% |  | 0.00% |  | 1.90%
Swaps, at fair value | Over 36 months to 48 months |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Aggregate notional amount of derivatives | $ 0 |  | $ 0 |  | $ 222,000
Weighted average fixed-pay rate | 0.00% |  | 0.00% |  | 2.88%
Weighted Average Variable Interest Rate | 0.00% |  | 0.00% |  | 1.84%
Swaps, at fair value | Minimum | LIBOR |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Derivative, variable interest rate, term |  |  | 1 month |  |
Swaps, at fair value | Maximum | LIBOR |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Derivative, variable interest rate, term |  |  | 3 months |  |
Agency MBS, at fair value | Interest Rate Contract |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Assets pledged | $ 0 |  | $ 0 |  | $ 2,241
Restricted cash | Interest Rate Contract |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Assets pledged | $ 0 |  | 0 |  | $ 16,777
Swap | Hedging |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Loss on derivative |  |  | 7,200 |  |
Swap | Non-Hedging |  |  |  |  |
Derivative [Line Items] |  |  |  |  |
Loss on derivative |  | $ 7,400 | 4,300 | $ 16,300 |
Realized loss |  | $ 6,300 | $ 9,400 | $ 14,100 |

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